+196.6%
VFC vs TECK
+2,171.4%
-1,974.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -11.6% | +4.6% | -16.2% | -12.4% |
| 3M | -18.1% | +2.8% | -20.9% | -18.9% |
| 6M | -27.4% | +24.9% | -52.2% | -30.7% |
| YTD | -24.8% | +44.7% | -69.6% | -30.3% |
| 1Y | -8.2% | +112.0% | -120.2% | -20.9% |
| 3Y | -29.1% | +67.6% | -96.7% | -36.5% |
| 5Y | -79.2% | +200.3% | -279.5% | -83.4% |
| 10Y | -68.1% | +358.2% | -426.3% | -77.9% |
| All | +196.6% | +2,171.4% | -1,974.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling